+54.1%
ZM vs HSY
+76.9%
-22.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -9.1% | -5.2% | -3.9% | -9.5% |
| 3M | +3.5% | -3.4% | +6.9% | +3.2% |
| 6M | +25.7% | -19.2% | +44.9% | +23.2% |
| YTD | +10.8% | -2.6% | +13.4% | +10.7% |
| 1Y | +12.8% | -3.8% | +16.5% | +12.7% |
| 3Y | +33.1% | -10.6% | +43.8% | +31.7% |
| 5Y | -68.3% | +12.3% | -80.6% | -66.6% |
| All | +54.1% | +76.9% | -22.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling